New upper bounds on the solution matrix to the continuous algebraic Riccati matrix equation
Autor: | Zübeyde Ulukök, Ramazan Türkmen |
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Rok vydání: | 2013 |
Předmět: |
Matrix difference equation
Computer Networks and Communications Algebraic solution Applied Mathematics Convergent matrix Mathematical analysis Algebraic Riccati equation Control and Systems Engineering Matrix splitting ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION Signal Processing Riccati equation Symmetric matrix Applied mathematics Nonnegative matrix Mathematics |
Zdroj: | Journal of the Franklin Institute. 350:3417-3431 |
ISSN: | 0016-0032 |
DOI: | 10.1016/j.jfranklin.2013.06.018 |
Popis: | In this paper, new upper bounds for the solution matrix of the continuous algebraic Riccati matrix equation (CARE) are derived by means of some matrix inequalities and linear algebraic techniques. Furthermore, for the derived each bound, iterative algorithms are developed to obtain sharper solution estimates. Comparing with some appearing results in the literature, the presented bounds are less restrictive and more efficient. Finally, numerical examples are given to illustrate the effectiveness of the proposed results. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved. |
Databáze: | OpenAIRE |
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